Marcelo Cajias

PATRIZIA AG

Head of Data Intelligence

Fuggerstr. 26

Augsburg, 86150

Germany

http://www.patrizia.ag

Universität Regensburg

93040 Regensburg

D-93040 Regensburg, 93053

Germany

  • PATRIZIA AG

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    • Tel: +49 (0) 151 17215198

  • Universität Regensburg

SCHOLARLY PAPERS

12

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in Total Papers Downloads

2,804

TOTAL CITATIONS

24

Scholarly Papers (12)

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1.

Can Investing in Corporate Social Responsibility Lower a Company’s Cost of Capital?

Number of pages: 23 Posted: 05 Oct 2012
Marcelo Cajias, Franz Fuerst and Sven Bienert
PATRIZIA AG, University of Cambridge - Department of Land Economy and University of Regensburg - International Real Estate Business School (IREBS)
Downloads 819 (60,642)
Citation 3

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Corporate Social Responsibility, Sustainability, Cost of Capital, Quantile Regression

2.

Green Performs Better: Energy Efficiency and Financial Return on Buildings

Downloads 470 (122,352)
Citation 2

Green Performs Better: Energy Efficiency and Financial Return on Buildings

Number of pages: 21 Posted: 07 Dec 2012
Marcelo Cajias and Daniel Piazolo
PATRIZIA AG and THM Technische Hochschule Mittelhessen
Downloads 470 (121,015)
Citation 2

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energy efficiency, sustainability, EPC, German Residential Markets, quantile regression

Green Performs Better: Energy Efficiency and Financial Return on Buildings

Journal of Corporate Real Estate, Vol. 15 No. 1, 2013, pp. 53-72
Posted: 07 Dec 2013
Marcelo Cajias and Daniel Piazolo
PATRIZIA AG and THM Technische Hochschule Mittelhessen

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Germany, Housing, Residential property, Energy consumption, Energy performance certificates, Portfolio estimation, Energy efficiency, Sustainability, Quantile regression

3.

Do Responsible Real Estate Companies Outperform Their Peers?

Number of pages: 30 Posted: 10 Dec 2011 Last Revised: 28 Mar 2014
Franz Fuerst, Marcelo Cajias, Patrick M. McAllister and Anupam Nanda
University of Cambridge - Department of Land Economy, PATRIZIA AG, University of Reading - Department of Real Estate and Planning and The University of Manchester
Downloads 423 (138,598)
Citation 2

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Environment Social Governance, Corporate Social Responsibility, Corporate Financial Performance, Real Estate, Panel Data

4.

A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio

Number of pages: 36 Posted: 19 Sep 2014
Peter Geiger, Marcelo Cajias and Franz Fuerst
University of Regensburg - International Real Estate Business School (IREBS), PATRIZIA AG and University of Cambridge - Department of Land Economy
Downloads 327 (184,344)

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Social Responsible Investment, Sustainable Real Estate, Portfolio Optimization, Asset Allocation, CVaR

5.

Interpretable Machine Learning for Real Estate Market Analysis

Number of pages: 40 Posted: 29 Apr 2021
Felix Lorenz, Jonas Willwersch, Marcelo Cajias and Franz Fuerst
University of Regensburg - International Real Estate Business School (IREBS), University of Regensburg - International Real Estate Business School (IREBS), PATRIZIA AG and University of Cambridge - Department of Land Economy
Downloads 313 (193,007)
Citation 9

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Interpretable Machine Learning, Microeconomic Hedonic Pricing, Housing Markets, Rental Markets

6.

Are Energy Efficiency Ratings Ignored in the German Housing Market? – Evidence from a Large-Sample Hedonic Study

Number of pages: 26 Posted: 22 Jun 2016 Last Revised: 17 Jan 2017
Marcelo Cajias, Franz Fuerst and Sven Bienert
PATRIZIA AG, University of Cambridge - Department of Land Economy and University of Regensburg - International Real Estate Business School (IREBS)
Downloads 183 (329,323)
Citation 8

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Energy efficiency, residential buildings, Hedonic model, Hazard model, German housing

7.

The Sensitivity of House Prices Under Varying Monetary Regimes: The Nordic Case

Number of pages: 17 Posted: 06 Jul 2015
Marcelo Cajias and Sebastian Ertl
PATRIZIA AG and University of Regensburg - International Real Estate Business School (IREBS)
Downloads 108 (497,820)

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Housing prices, Nordics housing market, interest rates, monetary policy, rolling regressions, relative contributions

8.

Censored Quantile Regressions and the Determinants of Real Estate Liquidity

Number of pages: 32 Posted: 10 Feb 2018
Marcelo Cajias, Philipp Freudenreich, Anna Heller and Wolfgang Schaefers
PATRIZIA AG, University of Regensburg, University of Regensburg and University of Regensburg - IRE|BS International Real Estate Business School
Downloads 81 (599,532)

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Real Estate Liquidity, Duration Analysis, Time on Market, Censored Quantile Regressions, Cox-Hazard, German Housing

9.

Is Real Estate Liquidity Influenced by Green Hedonic Attributes? Large Sample Evidence from German Residential Markets

Number of pages: 31 Posted: 30 Sep 2017
Marcelo Cajias
PATRIZIA AG
Downloads 80 (603,815)

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Real Estate Liquidity, Survival Analysis, Time-On-Market, Cox-Hazard, German Housing, Energy Performance Certificate

10.

Exploring the Determinants of Liquidity with Big Data – Market Heterogeneity in German Markets

Posted: 18 Jan 2017
Marcelo Cajias and Philipp Freudenreich
PATRIZIA AG and University of Regensburg

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Liquidity/Time-on-market; Housing real estate; Big data; Cox proportional hazards model; Non-linearity

11.

Green Agenda and Green Performance: Is There a Link? Quantifying the Financial Benefits of Sustainability for European Listed Real Estate Companies

Posted: 10 Oct 2011
Marcelo Cajias, Peter Geiger and Sven Bienert
PATRIZIA AG, University of Regensburg - International Real Estate Business School (IREBS) and University of Regensburg - International Real Estate Business School (IREBS)

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Sustainability, GRI-Guidelines, Sustainable Real Estate, Asset Turnover, Idiosyncratic Risk, Corporate Social Responsibility, Annual Reports, EPRA, Quantile Regression

12.

Does Sustainability Pay Off for European Listed Real Estate Companies? The Dynamics Between Risk and Provision of Responsible Information

Posted: 08 Jan 2011
Marcelo Cajias and Sven Bienert
PATRIZIA AG and University of Regensburg - International Real Estate Business School (IREBS)

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CSR, Sustainable Real Estate, Sustainability, Transparency, Disclosure Quality, Information Risk, Idiosyncratic Risk, EPRA, GRI and Latent Ordered Probit Regression